Downside market protection with earnings sentiment PART 2
This report aggregates REACTION signals for the most liquid 500 stocks to create an indictor that predicts downside moves in SPY.
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Research
Leapday Quantitative Research Team
Oct 31, 20227 min
Downside market protection with earnings sentiment
This report aggregates REACTION signals to create an indictor that predicts downside moves in the overall stock market.
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